ICMB vs. VO
ICMB (Investcorp Credit Management BDC, Inc.) is a stock, while VO (Vanguard Mid-Cap ETF) is Mid Cap Blend Equities fund tracking the CRSP US Mid Cap Index. Over the past 10 years, ICMB returned -11.13%/yr vs 11.50%/yr for VO. Their 0.16 correlation means their historical movements had little consistent relationship.
Performance
ICMB vs. VO - Performance Comparison
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Returns By Period
In the year-to-date period, ICMB achieves a -71.48% return, which is significantly lower than VO's 12.35% return. Over the past 10 years, ICMB has underperformed VO with an annualized return of -11.13%, while VO has yielded a comparatively higher 11.50% annualized return.
ICMB
- 1D
- -1.18%
- 1M
- -20.95%
- 6M
- -74.16%
- YTD
- -71.48%
- 1Y
- -70.11%
- 3Y*
- -32.92%
- 5Y*
- -24.18%
- 10Y*
- -11.13%
- ALL TIME*
- -10.14%
VO
- 1D
- -0.05%
- 1M
- 0.55%
- 6M
- 10.12%
- YTD
- 12.35%
- 1Y
- 16.51%
- 3Y*
- 14.32%
- 5Y*
- 7.77%
- 10Y*
- 11.50%
- ALL TIME*
- 10.33%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $24.35K | $49.37K | $104.10K | |
| $194.51M | $293.72M | $235.90M |
ICMB vs. VO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ICMB Investcorp Credit Management BDC, Inc. | -71.48% | 5.92% | 0.74% | 19.01% | -18.96% | 15.99% | -16.38% | 23.01% | -13.98% | -2.71% |
VO Vanguard Mid-Cap ETF | 12.35% | 11.62% | 15.31% | 16.03% | -18.73% | 24.70% | 18.10% | 30.98% | -9.24% | 19.28% |
Correlation
The correlation between ICMB and VO is 0.14, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.14 |
Correlation (3Y) Balances recent behavior with more history. | 0.13 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.12 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.14 |
Correlation (All Time) Calculated using the full available price history since Feb 6, 2014 | 0.16 |
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Return for Risk
ICMB vs. VO — Risk / Return Rank
ICMB
VO
ICMB vs. VO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Investcorp Credit Management BDC, Inc. (ICMB) and Vanguard Mid-Cap ETF (VO). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ICMB | VO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.41 | ||
| Sortino ratioReturn per unit of downside risk | -3.85 | ||
| Omega ratioGain probability vs. loss probability | 0.69 | 1.21 | -0.53 |
| Calmar ratioReturn relative to maximum drawdown | -0.93 | 1.83 | -2.76 |
| Martin ratioReturn relative to average drawdown | -2.00 | 6.99 | -8.99 |
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Drawdowns
ICMB vs. VO - Drawdown Comparison
The maximum ICMB drawdown since its inception was -80.34%, which is greater than VO's maximum drawdown of -58.87%. Use the drawdown chart below to compare losses from any high point for ICMB and VO.
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Drawdown Indicators
| ICMB | VO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -80.34% | -58.87% | -21.47% |
Max Drawdown (1Y)Largest decline over 1 year | -75.55% | -8.17% | -67.38% |
Max Drawdown (3Y)Largest decline over 3 years | -75.55% | -19.02% | -56.53% |
Max Drawdown (5Y)Largest decline over 5 years | -76.50% | -27.57% | -48.93% |
Max Drawdown (10Y)Largest decline over 10 years | -80.34% | -39.37% | -40.97% |
Current DrawdownCurrent decline from peak | -76.12% | -0.49% | -75.63% |
Average DrawdownAverage peak-to-trough decline | -19.94% | -7.81% | -12.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 35.27% | 2.13% | +33.14% |
Volatility
ICMB vs. VO - Volatility Comparison
Investcorp Credit Management BDC, Inc. (ICMB) has a higher volatility of 18.67% compared to Vanguard Mid-Cap ETF (VO) at 2.09%. This indicates that ICMB's price experiences larger fluctuations and is considered to be riskier than VO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ICMB | VO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 18.67% | 2.09% | +16.58% |
Volatility (6M)Calculated over the trailing 6-month period | 56.11% | 9.44% | +46.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 57.52% | 12.61% | +44.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 41.16% | 17.59% | +23.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 45.33% | 18.86% | +26.47% |
Dividends
ICMB vs. VO - Dividend Comparison
ICMB's dividend yield for the trailing twelve months is around 36.36%, more than VO's 1.32% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ICMB Investcorp Credit Management BDC, Inc. | 36.36% | 19.26% | 17.82% | 17.72% | 17.02% | 12.73% | 15.93% | 14.93% | 16.00% | 12.27% | 15.12% | 18.14% |
VO Vanguard Mid-Cap ETF | 1.32% | 1.52% | 1.49% | 1.52% | 1.60% | 1.12% | 1.45% | 1.48% | 1.82% | 1.35% | 1.45% | 1.47% |
Frequently Asked Questions
ICMB and VO have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ICMB has higher volatility (18.67%) compared to VO (2.09%). In terms of maximum drawdown, ICMB dropped -80.34% vs VO's -58.87%.
VO currently has the higher Sharpe Ratio (1.18 vs -1.23), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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